Related papers: Fundamental Limits Of Quickest Change-point Detect…
The problem of quickest change detection with communication rate constraints is studied. A network of wireless sensors with limited computation capability monitors the environment and sends observations to a fusion center via wireless…
A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distribution of their observations is determined by a global…
We consider the sequential change-point detection for asynchronous multi-sensors, where each sensor observe a signal (due to change-point) at different times. We propose an asynchronous Subspace-CUSUM procedure based on jointly estimating…
In this paper, we study change-point testing for high-dimensional linear models, an important problem that has not been well explored in the literature. Specifically, we propose a quadratic-form cumulative sum (CUSUM) statistic to test the…
Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…
In the present paper we address the real-time detection problem of a change-point in the coefficients of a linear model with the possibility that the model errors are asymmetrical and that the explanatory variables number is large. We build…
We derive a bound on the precision of state estimation for finite dimensional quantum systems and prove its attainability in the generic case where the spectrum is non-degenerate. Our results hold under an assumption called local asymptotic…
We consider the online and nonparametric detection of abrupt and persistent anomalies, such as a change in the regular system dynamics at a time instance due to an anomalous event (e.g., a failure, a malicious activity). Combining the…
Universal compression algorithms have been studied in the past for sequential change detection, where they have been used to estimate the post-change distribution in the modified version of the Cumulative Sum (CUSUM) Test. In this paper, we…
In this paper we consider change-points in multiple sequences with the objective of minimizing the estimation error of a sequence by making use of information from other sequences. This is in contrast to recent interest on change-points in…
We address the sequential change-point detection problem for the Gaussian model where baseline distribution is Gaussian with variance \sigma^2 and mean \mu such that \sigma^2=a\mu, where a>0 is a known constant; the change is in \mu from…
An energy efficient distributed Change Detection scheme based on Page's CUSUM algorithm was presented in \cite{icassp}. In this paper we consider a nonparametric version of this algorithm. In the algorithm in \cite{icassp}, each sensor runs…
This thesis synthesizes probability and entropic inference with Quantum Mechanics (QM) and quantum measurement [1-6]. It is shown that the standard and quantum relative entropies are tools designed for the purpose of updating probability…
This paper addresses the problem of detecting changes when only unnormalized pre- and post-change distributions are accessible. This situation happens in many scenarios in physics such as in ferromagnetism, crystallography,…
The aim of online monitoring is to issue an alarm as soon as there is significant evidence in the collected observations to suggest that the underlying data generating mechanism has changed. This work is concerned with open-end,…
The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place and identify properties of the post-change behavior. The goal is to devise a…
Quickest change detection (QCD) is a fundamental problem in many applications. Given a sequence of measurements that exhibits two different distributions around a certain flipping point, the goal is to detect the change in distribution…
We present a new CUSUM procedure for sequentially detecting change-point in the self and mutual exciting processes, a.k.a. Hawkes networks using discrete events data. Hawkes networks have become a popular model for statistics and machine…
Cumulative sum (CUSUM) statistics are widely used in the change point inference and identification. For the problem of testing for existence of a change point in an independent sample generated from the mean-shift model, we introduce a…
Modern information systems generate large volumes of data with anomalies that occur at unknown points in time and have to be detected quickly and reliably with low false alarm rates. The paper develops a general theory of quickest…